Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 19.28% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 35'875 CHF 14'458 CHF 99.17% 99.17%
19.11.2024 17.66% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 39'025 CHF 15'508 CHF 99.17% 99.17%
18.11.2024 15.67% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 44'305 CHF 17'268 CHF 99.23% 99.23%
15.11.2024 9.56% 0.08 CHF 0.09 CHF 600'000 200'000 600'000 200'000 60'364 CHF 22'121 CHF 99.17% 99.17%
14.11.2024 6.32% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 69'319 CHF 24'606 CHF 99.16% 99.16%
13.11.2024 5.77% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 75'751 CHF 26'750 CHF 99.16% 99.16%
12.11.2024 4.39% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 100'448 CHF 34'983 CHF 99.17% 99.17%
11.11.2024 3.86% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 114'616 CHF 39'705 CHF 99.17% 99.17%
08.11.2024 4.24% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 103'988 CHF 36'163 CHF 99.17% 99.17%
07.11.2024 4.25% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 103'943 CHF 36'148 CHF 98.27% 98.27%

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